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Statistical inference for generalized Ornstein-Uhlenbeck processes - MaRDI portal

Statistical inference for generalized Ornstein-Uhlenbeck processes (Q887250)

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Statistical inference for generalized Ornstein-Uhlenbeck processes
scientific article

    Statements

    title
    Statistical inference for generalized Ornstein-Uhlenbeck processes (English)
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    author
    N. E. Zubov
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    publication date
    28 October 2015
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    zbMATH Keywords
    Lévy process
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    exponential functional
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    generalized Ornstein-Uhlenbeck process
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    Mellin transform
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    cites work
    Q3224998
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    Q3810128
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    Q3216039
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    Identifiers

    DOI
    10.1214/15-EJS1063
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    Mathematics Subject Classification ID
    62M09
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    60J60
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    60G51
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    62G05
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    62G20
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    zbMATH DE Number
    6499597
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    arXiv ID
    1503.03381
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